Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-24 00:00:00+00:00 0.521700 0.582821 0.651146 0.733762 0.831729 0.945177 1.087948
2024-12-01 00:00:00+00:00 0.429577 0.501221 0.586471 0.696946 0.838676 1.017802 1.267071
2024-12-08 00:00:00+00:00 0.368809 0.444110 0.537940 0.666133 0.841174 1.078977 1.440134
2024-12-15 00:00:00+00:00 0.339097 0.420202 0.525644 0.677096 0.896896 1.218245 1.753956
2024-12-22 00:00:00+00:00 0.320352 0.407393 0.525037 0.702160 0.974870 1.404175 2.194167
2024-12-29 00:00:00+00:00 0.300427 0.390307 0.515790 0.712465 1.031425 1.568534 2.655080
2025-01-05 00:00:00+00:00 0.282583 0.373983 0.505260 0.718529 1.081252 1.732286 3.179364
2025-01-12 00:00:00+00:00 0.264480 0.355401 0.489103 0.713003 1.109796 1.863667 3.693538
2025-01-19 00:00:00+00:00 0.243167 0.330261 0.460473 0.683295 1.090146 1.896563 3.992209
2025-01-26 00:00:00+00:00 0.232712 0.320458 0.454514 0.690572 1.139278 2.082232 4.786057
2025-02-02 00:00:00+00:00 0.223714 0.312082 0.449872 0.699248 1.192266 2.291181 5.788684
2025-02-09 00:00:00+00:00 0.212608 0.299573 0.437349 0.692142 1.212013 2.428422 6.666217
2025-02-16 00:00:00+00:00 0.203148 0.289392 0.428430 0.691806 1.248695 2.627259 7.990927
2025-02-23 00:00:00+00:00 0.189462 0.271565 0.405241 0.661965 1.216135 2.634621 8.545693
2025-03-02 00:00:00+00:00 0.177588 0.256018 0.384904 0.635663 1.187755 2.647555 9.165329
2025-03-09 00:00:00+00:00 0.172878 0.251906 0.384034 0.647451 1.249666 2.946199 11.677839
2025-03-16 00:00:00+00:00 0.170438 0.251338 0.389254 0.671976 1.347330 3.401203 16.138951
2025-03-23 00:00:00+00:00 0.166080 0.247235 0.387737 0.682289 1.411718 3.779206 21.247823
2025-03-30 00:00:00+00:00 0.161455 0.242382 0.384445 0.688387 1.466516 4.153607 27.913994
2025-04-06 00:00:00+00:00 0.155739 0.235318 0.376514 0.683417 1.490037 4.419395 34.821258
2025-04-13 00:00:00+00:00 0.147580 0.223596 0.359076 0.655535 1.443498 4.368495 37.053021
2025-04-20 00:00:00+00:00 0.144157 0.220062 0.357050 0.662490 1.500566 4.815405 51.466153
2025-04-27 00:00:00+00:00 0.141080 0.216974 0.355652 0.670731 1.563704 5.339367 75.265709